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A NONPARAMETRIC DIMENSION TEST...
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Journal of financial and quantitative analysis : JFQA
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The Cross Section of Expected Returns with MIDAS Betas
González, Mariano
;
Nave, Juan
;
Rubio, Gonzalo
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
1
,
pp. 115-137
Persistent link: https://www.econbiz.de/10009973687
Saved in:
2
The cross section of expected returns with MIDAS betas
González, Mariano
;
Nave, Juan M.
;
Rubio, Gonzalo
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
1
,
pp. 115-135
Persistent link: https://www.econbiz.de/10009623141
Saved in:
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